You will always get a huge drop charge for cross border rental in Europe. The rental company has to pay for repatriation (expensive and lots of hassle for them) or re-registering the vehicle (expensive and lots of hassle for them).
Why not drop the car somewhere like Biarritz / Bayonne, which is in France and so avoids the cross border drop charge. This is only a relatively short distance to Bilbao. Then take a train or bus across the border for the last leg of your trip.